HEMA BondCo I BV Auction Results, 08 September 2020
Final Results of the HEMA BondCo I BV CDS Auction, 08 September 2020
Final Price: 68.5
On 08 September 2020, 9 dealers submitted initial markets, physical settlement requests and limit orders to the HEMA BondCo I BV auction administered by Creditex and S&P Global to settle trades across the market referencing HEMA BondCo I B.V..
| Relevant Currency |
|---|
| EUR |
| Auction Currency Rates | |
|---|---|
| EUR/EUR | 1.00000 |
The inputs and results are detailed below.
Dealer Initial Markets
| Dealer | Bid | Offer | Dealer |
|---|---|---|---|
| Barclays Bank PLC | 67.0 | 70.0 | Barclays Bank PLC |
| BNP Paribas | 66.25 | 69.25 | BNP Paribas |
| Citigroup Global Markets Limited | 64.0 | 67.0 | Citigroup Global Markets Limited |
| Credit Suisse International | 66.0 | 69.0 | Credit Suisse International |
| Deutsche Bank Aktiengesellschaft | 67.0 | 70.0 | Deutsche Bank Aktiengesellschaft |
| Goldman Sachs International | 66.5 | 69.5 | Goldman Sachs International |
| J.P. Morgan Securities PLC | 62.5 | 65.5 | J.P. Morgan Securities PLC |
| Merrill Lynch International | 65.75 | 68.75 | Merrill Lynch International |
| Morgan Stanley & Co. International PLC | 67.5 | 70.5 | Morgan Stanley & Co. International PLC |
Initial Market Midpoint: 67.75
Adjustment Amounts
No Adjustment Amount
Physical Settlement Requests
| Dealer | Bid/Offer | Size |
|---|---|---|
| Barclays Bank PLC | Offer | 0.0 |
| BNP Paribas | Offer | 0.0 |
| Citigroup Global Markets Limited | Offer | 0.0 |
| Credit Suisse International | Offer | 0.0 |
| Deutsche Bank Aktiengesellschaft | Offer | 0.0 |
| Goldman Sachs International | Offer | 0.0 |
| J.P. Morgan Securities PLC | Offer | 5.0 |
| Morgan Stanley & Co. International PLC | Offer | 0.0 |
| Merrill Lynch International | Bid | 0.6 |
Net Open Interest: EUR 4.4 million to sell
| Sum of Buy Physical Requests | 0.6m |
| Sum of Sell Physical Requests | 5.0m |
| Sum of Physical Request Trades | 0.6m |
| Sum of Limit Order Trades | 4.4m |
Limit Orders
| Dealer | Bid | Size |
|---|---|---|
| Credit Suisse International | 69.25* | 2.0 |
| Goldman Sachs International | 68.5^ | 4.4 |
| Barclays Bank PLC | 67.75 | 2.0 |
| Barclays Bank PLC | 67.75 | 1.0 |
| Morgan Stanley & Co. International PLC** | 67.5 | 1.0 |
| Credit Suisse International | 67.0 | 4.4 |
| Barclays Bank PLC** | 67.0 | 1.0 |
| Deutsche Bank Aktiengesellschaft** | 67.0 | 1.0 |
| Goldman Sachs International** | 66.5 | 1.0 |
| BNP Paribas** | 66.25 | 1.0 |
| Credit Suisse International** | 66.0 | 1.0 |
| BNP Paribas | 65.75 | 2.0 |
| Merrill Lynch International** | 65.75 | 1.0 |
| Credit Suisse International | 65.25 | 2.4 |
| BNP Paribas | 65.0 | 4.4 |
| Citigroup Global Markets Limited** | 64.0 | 1.0 |
| J.P. Morgan Securities PLC** | 62.5 | 1.0 |
** Limit Orders that were derived from inside markets.
* Limit Orders that were filled.
^ Limit Orders that were partially filled.